Actual source code: symbrdn.h

petsc-3.14.0 2020-09-29
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  1: #include <../src/ksp/ksp/utils/lmvm/lmvm.h>

  3: /*
  4:   Limited-memory Symmetric Broyden method for approximating both
  5:   the forward product and inverse application of a Jacobian.
  6: */

  8: typedef struct {
  9:   Mat       D;                                    /* diagonal scaling term */
 10:   Vec       *P, *Q;                               /* storage vectors for (B_i)*S[i] and (B_i)^{-1}*Y[i] */
 11:   Vec       invDnew, invD, BFGS, DFP, U, V, W;    /* work vectors for diagonal scaling */
 12:   Vec       work;
 13:   PetscBool allocated, needP, needQ;
 14:   PetscReal *stp, *ytq, *yts, *yty, *sts;   /* scalar arrays for recycling dot products */
 15:   PetscReal theta, phi, *psi;               /* convex combination factors between DFP and BFGS */
 16:   PetscReal rho, alpha, beta;               /* convex combination factors for the scalar or diagonal scaling */
 17:   PetscReal delta, delta_min, delta_max, sigma;
 18:   PetscInt  sigma_hist;                      /* length of update history to be used for scaling */
 19:   MatLMVMSymBroydenScaleType  scale_type;
 20:   PetscInt  watchdog, max_seq_rejects;        /* tracker to reset after a certain # of consecutive rejects */
 21: } Mat_SymBrdn;

 23: PETSC_INTERN PetscErrorCode MatSymBrdnApplyJ0Fwd(Mat, Vec, Vec);
 24: PETSC_INTERN PetscErrorCode MatSymBrdnApplyJ0Inv(Mat, Vec, Vec);
 25: PETSC_INTERN PetscErrorCode MatSymBrdnComputeJ0Diag(Mat);
 26: PETSC_INTERN PetscErrorCode MatSymBrdnComputeJ0Scalar(Mat);

 28: PETSC_INTERN PetscErrorCode MatView_LMVMSymBrdn(Mat, PetscViewer);
 29: PETSC_INTERN PetscErrorCode MatSetFromOptions_LMVMSymBrdn(PetscOptionItems*, Mat);
 30: PETSC_INTERN PetscErrorCode MatSetFromOptions_LMVMSymBrdn_Private(PetscOptionItems*, Mat);